PL EN


2007 | 6 | 1 | 99-106
Article title

ESTIMATION OF APPROXIMATE VALUES OF THE OPTIMUM POINTS ON EFFICIENT PORTFOLIOS CURVE

Authors
Content
Title variants
Languages of publication
EN
Abstracts
EN
In the paper a method is found for estimating approximate optimum points on efficient portfolios curve (risk-profit) that are connected with exponential utility functions being very frequently preferred in practice by investors.
Contributors
  • Henryk Kowgier, Uniwersytet Szczecinski, Wydzial Nauk Ekonomicznych i Zarzadzania, Katedra Ekonometrii i Statystyki, ul. Mickiewicza 64, 71-101 Szczecin, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
09PLAAAA070030
YADDA identifier
bwmeta1.element.620abb62-9b6e-3a25-a5e9-24d7aa6ed485
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